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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.04%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$66.7B
AUM Growth
+$3.3B
Cap. Flow
+$654M
Cap. Flow %
0.98%
Top 10 Hldgs %
13.95%
Holding
3,936
New
123
Increased
2,022
Reduced
1,592
Closed
165

Top Buys

Rank Stock Value
1
IWD icon
iShares Russell 1000 Value ETF
IWD
+$282M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$166M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$119M
4
LDOS icon
Leidos
LDOS
+$51.1M
5
ALXN
Alexion Pharmaceuticals
ALXN
+$44.9M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$205M
2
EMC
EMC CORPORATION
EMC
+$124M
3
BAP icon
Credicorp
BAP
+$77.6M
4
IVV icon
iShares Core S&P 500 ETF
IVV
+$61.4M
5
DFJ icon
WisdomTree Japan SmallCap Dividend Fund
DFJ
+$52.1M

Sector Composition

Rank Sector Weight
1 Technology 13.24%
2 Financials 13.19%
3 Healthcare 12.35%
4 Industrials 9.03%
5 Consumer Discretionary 8.7%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DLR icon
576
Digital Realty Trust
DLR
$73.7B
$18.2M 0.03%
187,135
+18,636
+11% +$1.9M
LGND icon
577
Ligand Pharmaceuticals
LGND
$6.02B
$18.2M 0.03%
285,414
+28,665
+11% +$2.1M
ESS icon
578
Essex Property Trust
ESS
$18.9B
$18.1M 0.03%
81,277
+12,081
+17% +$2.75M
BEAV
579
DELISTED
B/E Aerospace Inc
BEAV
$18M 0.03%
349,226
+38,654
+12% +$1.87M
KLAC icon
580
KLA
KLAC
$275B
$18M 0.03%
2,583,510
+6,430
+0.2% +$46.3K
WAB icon
581
Wabtec
WAB
$51.1B
$17.9M 0.03%
219,806
-2,658
-1% -$195K
RRD
582
DELISTED
RR Donnelley & Sons Co.
RRD
$17.9M 0.03%
+379,559
New +$19.5M
AWK icon
583
American Water Works
AWK
$26.3B
$17.9M 0.03%
238,779
-60,389
-20% -$4.72M
AGCO icon
584
AGCO
AGCO
$8.78B
$17.8M 0.03%
361,582
+60,994
+20% +$2.93M
RENX
585
DELISTED
RELX N.V.
RENX
$17.8M 0.03%
995,560
-273,725
-22% -$4.84M
DRI icon
586
Darden Restaurants
DRI
$22.5B
$17.7M 0.03%
288,870
-18,082
-6% -$1.12M
PKG icon
587
Packaging Corp of America
PKG
$22.7B
$17.7M 0.03%
217,728
+13,836
+7% +$1.06M
IFF icon
588
International Flavors & Fragrances
IFF
$19.4B
$17.7M 0.03%
123,741
+533
+0.4% +$72.2K
NDAQ icon
589
Nasdaq
NDAQ
$51.5B
$17.7M 0.03%
785,667
-194,727
-20% -$4.5M
WPP icon
590
WPP
WPP
$4.04B
$17.7M 0.03%
150,106
+4,103
+3% +$468K
SONY icon
591
Sony
SONY
$123B
$17.6M 0.03%
2,656,605
+147,185
+6% +$943K
HEDJ icon
592
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.82B
$17.6M 0.03%
655,382
+118,580
+22% +$3.13M
NSANY
593
DELISTED
NISSAN MOTOR CO LTD SPONS ADR
NSANY
$17.6M 0.03%
895,827
+28,717
+3% +$564K
UHS icon
594
Universal Health Services
UHS
$9.43B
$17.5M 0.03%
142,058
-10,580
-7% -$1.34M
PACW
595
DELISTED
PacWest Bancorp
PACW
$17.5M 0.03%
406,829
-268
-0.1% -$11.2K
LYG icon
596
Lloyds Banking Group
LYG
$87.4B
$17.5M 0.03%
6,081,562
-898,093
-13% -$2.67M
OKS
597
DELISTED
Oneok Partners LP
OKS
$17.4M 0.03%
436,697
+5,817
+1% +$232K
DCM
598
DELISTED
NTT DOCOMO, Inc.
DCM
$17.4M 0.03%
685,973
+17,690
+3% +$467K
RIO icon
599
Rio Tinto
RIO
$148B
$17.4M 0.03%
520,882
+40,812
+9% +$1.3M
HUN icon
600
Huntsman Corp
HUN
$2.24B
$17.3M 0.03%
1,063,519
+88,646
+9% +$1.4M
22 23
24
25 26

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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2016 Portfolio in Review

As of Q3 2016, Parametric Portfolio Associates held 3,936 positions worth $66.7B, up 5.2% from $63.4B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates's Q3 2016 filing shows 123 new, 2,022 increased, 1,592 reduced and 165 closed positions. Its largest new stake was Fortive: 1,308,900 shares worth $42M. The largest sale was iShares Russell 1000 Growth ETF, an estimated $205M.

By sector, the portfolio is most concentrated in Technology at 13% of assets, up from 12% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2016 buy was Fortive: 1,308,900 shares worth $42M.
  • Parametric Portfolio Associates added most to iShares Russell 1000 Value ETF in Q3 2016, an estimated $282M increase.
  • Parametric Portfolio Associates's biggest Q3 2016 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $205M.
  • Parametric Portfolio Associates fully exited EMC CORPORATION in Q3 2016, selling an estimated $124M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $66.7B portfolio in Q3 2016.
  • Parametric Portfolio Associates opened 123 new positions and closed 165 in Q3 2016.
  • Parametric Portfolio Associates's portfolio value rose 5.2% quarter-over-quarter to $66.7B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2016, filed 14 Nov 2016.